I read something the other day saying it's annoying for your server if you ask for separate checks.
Now, the last time I went out for lunch with someone, I asked the waiter for separate checks right after we gave him our order. He seemed to have no problem with that.
I was under the impression that the only time separate checks are a problem for your server is if you ask for them right at the end of the meal. Presumably this is because he has already set up everything in his computer as a single check and now has to re-key everything.